-16.1%
ONDS vs ILMN
-38.3%
+22.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -3.3% | -2.9% | -0.4% | -1.8% |
| 30D | -16.0% | -23.8% | +7.9% | -4.8% |
| 3M | -42.1% | +7.5% | -49.5% | -44.1% |
| 6M | -41.8% | +42.8% | -84.5% | -50.9% |
| YTD | -47.1% | +57.8% | -105.0% | -58.0% |
| 1Y | -21.3% | +72.6% | -94.0% | -39.7% |
| 3Y | +695.1% | +129.3% | +565.7% | +370.0% |
| 5Y | -50.0% | -44.5% | -5.5% | -38.5% |
| All | -16.1% | -38.3% | +22.2% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling